Improving Convergence of the Hastings–Metropolis Algorithm with an Adaptive Proposal

Vandekerkhove, Pierre, Chauveau, Didier . Scandinavian Journal of Statistics 2002. 29 (1) :13-29

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Bibtex

@article{CIS-462234,
  Author = {Vandekerkhove, Pierre and Chauveau, Didier},
  Title = {Improving Convergence of the Hastings–Metropolis Algorithm with an Adaptive Proposal},
  Journal = {Scandinavian Journal of Statistics},
  Volume = {29},
  Number = {1},
  Year = {2002},
  Pages = {13--29},
  Keywords = {}
}

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